My buddys 2001 E250 Started running rough just before winter and the "check engine" light came on. I went to Auto Zone and the code read "misfire on cylinder #2". I figured this would be a easy fix once it gets warms so I put her away for winter.

Fast-forward to now.

I Changed all the plugs (they were due anyway) and re-set the codes. Well she started missing and running rough at idle and it said "misfire on cylinder #2" again.

Next: I swapped coil packs between 1 & 2, assuming if it was the coil pack the problem the code would move to cylinder 1. After a short amount of time driving the code tripped again and said "misfire on cylinder #2" still.

Next: this weekend I swapped my fuel injectors between # 1 & 2 once again seeing if the code would trip on #1 but the code tripped again

you should replace all plugs and Coil on plugs at the same time. when one goes bad the rest are soon to fallow. but because it didnt go to plug one when you changed it im going to guess something in the wireing for the COP on #2 is bad.

Ok, so you've ruled out fuel injector and COP by doing the cylinder swap. That leaves a couple of "simple" things, all of which have been mentioned.

1. "Noid light" the injector, which you'll have to go and rent/buy the light kit from your local parts shop. It plugs an LED into the injector harness and will blink if the PCM is sending the injector driver signal. If the light is on solid or not on at all, you've got injector harness issues.

2. Not sure if you have access to an oscilliscope or not, but you can hook that to the signal wire of the COP (coil) and see if you're getting a pulse there. You'll know you've got the right wire if you're getting a pulsed signal. If you're getting a "flat-line" on both wires, you've got wiring issues with the COP harness.

3. Compression test. Make sure you don't have a head gasket leak, broken ring, etc. Pain in the ass, but do at least the cylinders next to the problem cylinder. Greater than a 10-15% difference indicates a problem.

Troubleshooting:
Fuel Inj or COP: Disconnect the harness from the coil/ injector and find the wire that has ~12v with the Key On (engine off). That is your VPWR line. If your engine runs, that's not the problem. The OTHER wire, on both components, is your signal wire. You've already determined that there is a problem there, but you need to figure where the problem lies.

-If you have a repair manual with wiring harnesses, you'll be in good shape. Otherwise, you won't get a full check. In either case, turn the key off and disconnect the engine harness from the PCM (ECM, "computer" what-have-you). Put your voltmeter negative lead on the negative to the battery and put the positive on the SIGNAL wire of the coil/injector. If you've got voltage, you've got a short to power somewhere. Good luck chasing it. Flip your multimeter over to Ohms and leave the leads where they are. If it's anything but open, you've got a short to ground. Take the negative lead and put it on the VPWR (the other wire in the coil/injector connector) and measure the resistance between the two wires. If you've got any sort of reading there besides open, the two wires are shorted to each other somewhere.

If you have a factory manual and can figure out where in the PCM harness the other end of the wires is, check resistance between both ends. If you get anything more than ~15ohm, or if you get an open reading, you've got a break in the wire somewhere.

If you've done your open and short checks and the wiring is ok, you can suspect that you've got a bad PCM at that point. The coil or injector driver circuitry might have gone bad, making it so that the component never fires. Sadly, that requires changing the PCM, as there's no repairing that circuitry (unless you're DAMN good).

Compression test:
Can't help you here. Then again, if you've made it this far, you probably have a good idea what's wrong and how to fix it.